82 lines
2.9 KiB
Python
82 lines
2.9 KiB
Python
# flake8: noqa: E501
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import logging
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from datetime import datetime, timedelta
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from typing import Any, Dict, Optional
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from freqtrade.constants import LongShort
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from freqtrade.plugins.protections import IProtection, ProtectionReturn
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logger = logging.getLogger(__name__)
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class TradingTime(IProtection):
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has_global_stop: bool = True
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has_local_stop: bool = False
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def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
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super().__init__(config, protection_config)
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self._start_time = datetime.strptime(protection_config.get('start_time', '00:00'), "%H:%M")
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self._end_time = datetime.strptime(protection_config.get('end_time', '23:59'), "%H:%M")
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now = datetime.now()
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self._update_trading_period(now)
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def _update_trading_period(self, now: datetime) -> None:
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self.trade_start, self.trade_end = (
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now.replace(hour=self._start_time.hour, minute=self._start_time.minute, second=0),
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now.replace(hour=self._end_time.hour, minute=self._end_time.minute, second=0)
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)
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self.next_trading_day = self.trade_start + timedelta(days=1)
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def short_desc(self) -> str:
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"""
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Short method description - used for startup-messages
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"""
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return (f"{self.name} - Limit trading to time period")
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def _reason(self) -> str:
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"""
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LockReason to use
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"""
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return (f'Current time is not in Allowed time period {self.trade_start}-{self.trade_end}'
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f'trading locked until {self.next_trading_day}.')
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def _allowed_trading_period(self, date_now: datetime) -> Optional[ProtectionReturn]:
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"""
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Evaluate recent trades for drawdown ...
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"""
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now = date_now
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self._update_trading_period(now)
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if not (self.trade_start < now < self.trade_end):
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return ProtectionReturn(
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lock=True,
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until=self.next_trading_day,
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reason=self._reason()
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)
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return None
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def global_stop(self, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
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"""
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Stops trading (position entering) for all pairs
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This must evaluate to true for the whole period of the "cooldown period".
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:return: Tuple of [bool, until, reason].
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If true, all pairs will be locked with <reason> until <until>
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"""
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return self._allowed_trading_period(date_now)
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def stop_per_pair(
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self, pair: str, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
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"""
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Stops trading (position entering) for this pair
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This must evaluate to true for the whole period of the "cooldown period".
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:return: Tuple of [bool, until, reason].
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If true, this pair will be locked with <reason> until <until>
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"""
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return None
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